Anic Equity¶

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Total return since start: 0.611 %¶

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Equity now: -----------------------------> 49222.42 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45160.88 Kr¶

PnL: ---------------------------------------> 104.88 Kr¶

DD now: ---------------------------------> -7.338 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 13:53:06.533113'

Anic Portfolio¶

Today¶

Return: -0.998 %¶

This Week¶

Return: -0.164 %¶

Total portfolio value¶

Return including deposits: 61.142 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.050000 1666.800000 197.800000 13.460000 1468.999998
Orrön Energy 180 -1.310000 2173.500000 130.500000 6.390000 2043.000000
Atrium Ljungberg B 5 -0.100000 994.000000 59.000000 6.310000 935.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Catena 2 -0.980000 830.600000 38.600000 4.870000 792.000000
Hoist Finance 35 0.170000 1018.500000 38.500000 3.930000 980.000000
Sagax B 4 -0.530000 892.400000 38.400000 4.500000 854.000000
Hexatronic Group 12 0.050000 1002.240000 35.240000 3.640000 966.999996
JM 6 -0.800000 895.200000 31.200000 3.610000 864.000000
Sedana Medical 93 -4.400000 2544.480000 23.480000 0.930000 2521.000011
Platzer Fastigheter Holding B 12 -3.530000 984.000000 23.000000 2.390000 960.999996
OX2 13 1.840000 972.400000 22.400000 2.360000 949.999999
Bilia A 8 -0.170000 914.400000 14.400000 1.600000 900.000000
VEF 909 -2.380000 1863.450000 13.450000 0.730000 1850.000436
Biotage 7 -0.440000 953.400000 12.400000 1.320000 940.999997
HEXPOL B 9 0.090000 1028.700000 7.700000 0.750000 1020.999996
BioGaia B 8 -1.850000 932.800000 2.800000 0.300000 930.000000
Clas Ohlson B 12 -1.160000 972.600000 -0.400000 -0.040000 972.999996
AcadeMedia 8 -1.380000 400.800000 -1.200000 -0.300000 402.000000
Byggmax Group 33 -2.100000 953.040000 -2.960000 -0.310000 956.000001
Gränges 9 -1.910000 924.300000 -3.700000 -0.400000 927.999999
ASSA ABLOY B 3 -1.000000 771.900000 -7.100000 -0.910000 779.000001
EQT 4 -1.530000 823.600000 -8.400000 -1.010000 832.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Alimak Group 11 -1.320000 906.400000 -21.600000 -2.330000 927.999996
Nordic Waterproofing Holding 7 -1.030000 943.600000 -23.400000 -2.420000 966.999999
Addnode Group B 11 -0.610000 896.500000 -24.500000 -2.660000 921.000003
SKF B 5 -0.600000 912.750000 -27.250000 -2.900000 940.000000
Indutrade 5 -1.050000 1177.500000 -40.500000 -3.330000 1218.000000
INVISIO 16 0.880000 3648.000000 -41.000000 -1.110000 3689.000000
Latour B 4 -1.180000 806.400000 -50.600000 -5.900000 857.000000
Vitec Software Group B 2 -3.590000 1021.000000 -66.000000 -6.070000 1087.000000
Bufab 3 -0.860000 1041.600000 -67.400000 -6.080000 1109.000001
Hexagon B 26 -2.120000 3360.500000 -100.500000 -2.900000 3461.000010
BHG Group 97 -1.690000 1358.000000 -101.000000 -6.920000 1458.999989
TOTAL 45178.560000 122.560000 -7.30464% 45056.000411

Updated:¶

'2023-07-05 13:52:03.969410'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶